Anic Equity¶

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Total return since start: 0.576 %¶

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Equity now: -----------------------------> 48130.12 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46735.22 Kr¶

PnL: ---------------------------------------> -153.35 Kr¶

DD now: ---------------------------------> -1.028 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-18 15:14:15.268158'

Anic Portfolio¶

This Week¶

Return: 1.289 %¶

Total¶

Return: 57.618 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.370000 2859.500000 223.500000 8.480000 2636.000010
Beijer Electronics Group 26 1.340000 3146.000000 175.000000 5.890000 2971.000006
Samhällsbyggnadsbo. i Norden B 20 0.370000 435.600000 80.600000 22.700000 355.000000
Corem Property Group B 59 -1.070000 655.490000 78.490000 13.600000 576.999999
Boozt 12 0.280000 1711.200000 57.200000 3.460000 1653.999996
HMS Networks 2 1.280000 728.800000 55.800000 8.290000 673.000000
FM Mattsson Mora Group B 50 0.000000 2970.000000 43.000000 1.470000 2927.000000
SAAB B 8 0.730000 3419.200000 42.200000 1.250000 3377.000000
OEM International B 7 1.130000 562.100000 34.100000 6.460000 527.999997
Intrum 4 1.610000 555.000000 28.000000 5.310000 527.000000
Norva24 Group 16 4.070000 564.160000 21.160000 3.900000 543.000000
Coor Service Management Hold. 8 0.880000 551.600000 19.600000 3.680000 532.000000
Eastnine 4 0.630000 508.800000 17.800000 3.630000 491.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 577.500000 15.500000 2.760000 562.000005
AcadeMedia 12 2.010000 571.920000 14.920000 2.680000 557.000004
MedCap 2 -1.140000 435.000000 14.000000 3.330000 421.000000
Samhällsbyggnadsbo. i Norden D 12 -0.280000 258.960000 12.960000 5.270000 246.000000
Resurs Holding 22 0.680000 582.560000 8.560000 1.490000 573.999998
Karnov Group 9 -1.150000 541.800000 5.800000 1.080000 536.000004
Securitas B 6 0.800000 573.960000 3.960000 0.690000 570.000000
Swedbank A 3 1.560000 567.750000 3.750000 0.660000 564.000000
Creaspac SPAC 6 -0.100000 577.800000 0.800000 0.140000 577.000002
Essity B 2 -1.170000 573.200000 -0.800000 -0.140000 574.000000
CTEK 13 1.820000 532.350000 -1.650000 -0.310000 533.999999
Handelsbanken A 5 0.050000 544.250000 -1.750000 -0.320000 546.000000
Midsona B 63 -0.430000 580.860000 -2.140000 -0.370000 582.999984
Nordea Bank Abp 29 0.050000 3451.000000 -3.000000 -0.090000 3453.999992
Essity A 4 -1.720000 1146.000000 -3.000000 -0.260000 1149.000000
International Petroleum Corp. 5 2.210000 555.000000 -39.570000 -6.660000 594.565215
Vivesto 1368 2.010000 570.180000 -42.820000 -6.990000 612.999432
Sampo Oyj SDB 7 -0.190000 3773.000000 -77.000000 -2.000000 3850.000000
OX2 18 1.070000 1530.000000 -134.000000 -8.050000 1663.999992
Axfood 13 0.800000 3616.600000 -139.400000 -3.710000 3756.000001
Ovzon 52 5.310000 3094.000000 -268.000000 -7.970000 3361.999992
Fasadgruppen Group 35 -0.810000 3430.000000 -381.000000 -10.000000 3810.999990
TOTAL 46751.140000 -137.430000 -0.99496% 46888.564618

Updated:¶

'2023-01-18 15:13:26.662049'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶